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Effects of interest rate on stock market returns in Kenya

Otieno, Donald A.; Ngugi, Rose W.; Wawire, Nelson H. Were - In: International journal of economics and finance 9 (2017) 8, pp. 40-50

Persistent link: https://www.econbiz.de/10011714699

The associations between stock prices, inflation rates, interest rates are still persistent : empirical evidence from stock duration model

Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of economics, finance & administrative science 25 (2020) 49, pp. 149-161

Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using … to measure the sensitivity in variations in inflation rates and interest rates on stock prices. Design … cointegration analysis show that cointegration exists between the stock prices, the changes in stock prices due to inflation rates …

Persistent link: https://www.econbiz.de/10012260161

The effect of foreign portfolio equity sales on stock returns in Kenya : evidence from NSE listed financial institutions

Koskei, Loice - In: International journal of economics and finance 9 (2017) 4, pp. 185-190

Persistent link: https://www.econbiz.de/10011650033

The determinants of stock returns in the emerging market of Kenya : an empirical evidence

Mumo, Muinde Patrick - In: International journal of economics and finance 9 (2017) 9, pp. 8-21

Persistent link: https://www.econbiz.de/10011762430

Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory

Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420

Persistent link: https://www.econbiz.de/10011938140

Systematic risk and performance of stock market in Kenya

Mutwiri, Nathan Mwenda; Omagwa, Job; Wamugo, Lucy - 2021

Persistent link: https://www.econbiz.de/10012596016

US stock market sensitivity to interest and inflation rates : a quantile regression approach

Jareño, Francisco; Ferrer, Román; Miroslavova, Stanislava - In: Applied economics 48 (2016) 25/27, pp. 2469-2481

Persistent link: https://www.econbiz.de/10011591154

Forecasting Nigerian stock market returns using ARIMA and artificial neural network models

Isenahd, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 5 (2014) 2, pp. 25-48

The study reports empirical evidence that artificial neural network based models are applicable to forecasting of stock market returns. The Nigerian stock market logarithmic returns time series was tested for the presence of memory using the Hurst coefficient before the models were trained. The...

Persistent link: https://www.econbiz.de/10011488820

Are frontier stock markets more inefficient than emerging stock markets?

Dheeriya, Prakash L.; Torun, Erdost - In: International journal of monetary economics and finance 6 (2013) 4, pp. 271-284

Persistent link: https://www.econbiz.de/10010412983

Long memory and volatility persistence across BRICS stock markets

Tripathy, Nalini Prava - In: Research in international business and finance 63 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014248974

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